Removing the singularity of a penalty via thresholding function matching

DOI10.1016/J.JKSS.2019.03.004zbMATH Open1439.62165OpenAlexW2934853050MaRDI QIDQ2178181FDOQ2178181

Chi Tim Ng, Van Cuong Nguyen

Publication date: 7 May 2020

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2019.03.004

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zbMATH Keywords

penalty functionpenalized regression problemreconstructable penaltythresholding functiontransformable penalty

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• Title not available (Why is that?)
• Least angle regression. (With discussion)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Asymptotics for Lasso-type estimators.
• Variable selection using MM algorithms
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Regularization of Wavelet Approximations
• On the prediction performance of the Lasso
• Thresholding-based iterative selection procedures for model selection and shrinkage
• Wavelet methods in statistics: some recent developments and their applications
• Wavelets in statistics: A review
• A new sparse variable selection via random-effect model
• Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
• Change-point estimators with true identification property

Uses Software

• bootstrap

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